# -*- mode: snippet -*-
# name: Generate n*p data
# key: genenp
# --
## Generate X: n*p 
Z = matrix( rnorm(n*p, 0, 1), nrow = n, ncol = p)
cholSigma = chol(Sigma)
# t(cholSigma) %*% cholSigma -> Sigma
X = Z %*% cholSigma
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